Mary Catherine Knollys, née Law, was born in approximately 1711 to John Law (1671–1729) and Katherine Knollys (d.1748). The location of her birth is not known, as her father, the noted financier, travelled in France, Italy, Scotland, and the Netherlands from 1702 to 1714, a period which contained his initial liaison with her mother in approximately 1708. Mary married (1734) her cousin Major William Knollys, Viscount Wallingford (1694–1740), in Calais. An acquaintance of the Bullstrode circle centring on Margaret Bentinck, Duchess of Portland, Mary and Elizabeth Montagu corresponded between 1739 and 1747, in both English and French. She died at her London home on Park Street, Grosvernor Square on 14 October 1790.